N985SP, chances are smaller than a gnat's eyelash for a post-USMA transfer to Navy. The "needs of the Navy (fill in respective service)" inform all decisions. Always good to explore possibilities and ask questions, though.
Yes, it has happened - but of the thousands who graduate each year from SAs and other commissioning sources, we are talking about just onesies and twosies each year. The planets would have to align in a very particular way. The Army would have to decide they didn't need you AT ALL, and the Navy would have to be desperate to fill pilot slots if they don't get enough from USNA, ROTC, AOCS and other commissioning sources -- usually never a problem, since there are always people turned down. And, no guarantee of fixed wing in the Navy. That's something that's decided in the flight school pipeline, depending once again on the needs of the Navy. You could be the top grad in your flight school section but get helos, if there are no jet slots open at that time. Did I mention "needs of the Navy."
The other things -- yes, USMA, USNA, USCGA, USAFA all have opportunities for an exchange semester at the other schools during 2/C year. Not a permanent deal, just a nice opportunity to get to know the other service. I'm pretty sure USMMA doesn't participate because of the at-sea time and the trimester system.